Fact sheet: Stan Life SchrodrISF GD GthPn

Fund information
Fund name
Stan Life Schroder ISF Global Diversified Growth Pn S4
Fund manager company
Standard Life Assurance Co
Fund type
Pension Fund
Fund managers
  • Remi Olu Pitansince 18/05/2006
  • Johanna Kyrklundsince 18/05/2006
Underlying fund
Schroder ISF GlDvfd Gth
Fund objective
To provide long term capital growth and income, through investment in Investment Funds, Exchange Traded Funds and Funds of the Company investing in equity and debt securities traded world-wide and liquidities, as well as investment directly in those types of assets and/or through financial derivative instruments (including total return swaps), to either hedge or increase, the Fund's market exposure, in taking either net long or net short financial derivative positions. Where the Fund uses total return swaps, the underlying consists of instruments in which the Fund may invest according to its investment Objective.
Benchmark
  • MSCI World
Investment style
No data available.
Investment method
No data available.
Quick stats
1 Year return
0.2%
1 Year rank in sector
401/422
Sector
PN Flexible Investment
Yield
-
Fund size
£0m
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
43
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Performance snapshot

Holdings snapshot

  • Luxembourg53.3%
    USA13.8%
    Global Emerging Markets8%
    Not Specified6%
    Netherlands5.2%
  • Others87.4%
    Government Bonds4.6%
    Asset/Mortgage-Backed Securities1.6%
    Consumer Staples1.1%
    Consumer Discretionary0.9%
  • Others63.6%
    US Equities7%
    US Fixed Interest6.8%
    Money Market5.6%
    Dutch Fixed Interest5.2%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.9%0.5%2.7%0.2%8.5%-
Sector-2.1%-0.4%7.9%9.5%21.6%52.6%
Rank within sector6 / 485205 / 472420 / 464401 / 422293 / 309-
Quartile1st2nd4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund2.3%-1%6.1%--
Sector10.3%2.5%6.7%14.8%10.5%
Rank within sector400 / 430308 / 335155 / 309--
Quartile4th4th3rd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
-2.12
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
0.72
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-0
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
5.86
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
3.71
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
-1.07
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.7
Price movement
52 week high111.1
52 week low100.5
Current bid price-
Current offer price-
Current mid price110.3
Region
1Luxembourg53.31%
2USA13.76%
3Global Emerging Markets7.96%
4Not Specified5.95%
5Netherlands5.15%
6International5.07%
7UK2.3%
8France2.14%
9Germany2.12%
Industry sector
1Others87.42%
2Government Bonds4.62%
3Asset/Mortgage-Backed Securities1.56%
4Consumer Staples1.14%
5Consumer Discretionary0.89%
6Utilities0.89%
7Information Technology0.75%
8Industrials0.63%
9Financials0.54%
Asset type
1Others63.56%
2US Equities6.96%
3US Fixed Interest6.8%
4Money Market5.64%
5Dutch Fixed Interest5.15%
6International Equities5.07%
7French Fixed Interest1.86%
8German Fixed Interest1.83%
9UK Equities0.98%
Individual holdings
1SCHRODER ISF QEP GLOBAL ACTIVE VALUE I ACC NAV USD18.21%
2SCHRODER ISF GLOBAL HIGH YIELD I HEDGED ACC NAV EUR8.42%
3SCHRODER ISF EMERGING MARKETS DEBT ABSOLUTE RETURN I ACC NAV USD7.96%
4SCHRODER ISF EURO LIQUIDITY I ACC NAV EUR7.93%
5NETHERLANDS(KINGDOM OF) 0% TB 31/01/17 EUR15.15%
6ETFS PHYSICAL GOLD $ ETFS PHYSICAL METALS GOLD NPV $4.29%
7ETFS PHYSICAL GOLD $ ETFS PHYSICAL METALS GOLD NPV $4.29%
8SCHRODER ISF GLOBAL CORPORATE BOND I ACC NAV USD3.95%
9VANGUARD S&P 500 UCITS ETF USD3.47%
Management
Fund manager group
Standard Life Investments
Fund manager company
Standard Life Assurance Co
Fund type
Pension Fund
Fund objective
To provide long term capital growth and income, through investment in Investment Funds, Exchange Traded Funds and Funds of the Company investing in equity and debt securities traded world-wide and liquidities, as well as investment directly in those types of assets and/or through financial derivative instruments (including total return swaps), to either hedge or increase, the Fund's market exposure, in taking either net long or net short financial derivative positions. Where the Fund uses total return swaps, the underlying consists of instruments in which the Fund may invest according to its investment Objective.
Benchmark
  • MSCI World
Investment style
No data available.
Investment method
No data available.
Fund managers
NameSinceBiography
Remi Olu Pitan18/05/2006Remi Ajewole is Fund Manager of UK Multi Asset portfolios including the Dynamic Multi-Asset Fund. She is a member of the Strategic Investment Group Multi-Asset (SIGMA), specializing in Equity and Volatility research. Her investment career commenced in 2006 upon joining Schroders. She is a Chartered Financial Analyst. She holds a Master's degree in Statistics from the London School of Economics and a Bachelor's degree in Business Finance, Durham University.
Johanna Kyrklund18/05/2006Johanna joined Schroders in 2007 and is responsible for investment on behalf of all UK, European and US Multi-Asset clients, is a member of Global Asset Allocation Committee, and is lead fund manager of the Schroder Diversified Growth funds. From 2005 she worked at Insight Investment where she managed an unconstrained global macro absolute return fund. From 1997 to 2005 she worked at Deutsche Asset Management where she was Head of Asset Allocation in the UK and fund manager of the Deutsche tactical asset allocation fund. Johanna has a BA in Philosophy, Politics & Economics from Oxford University and is a CFA charterholder.
Compliance
No data available.
Domicile
No data available.
Fund for sale in
United Kingdom
Stan Life Schroder ISF Global Diversified Growth Pn S4
Initial charge-
Annual charge1.65%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price110.3
CurrencyGBX
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeJDMF
Data provided by

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